If you have to do a stadium or auditorium, mic it. Smaller gigs it's best to do what the house wants (if they have a pa). Some places don't care if you just play straight out, but if you're playing at like a college event or a 'battle of the bands' they're probably going to mic it or force it through their system one way or another so they have control of the volume
"If one has realized a truth, that truth is valueless so long as there is lacking the indomitable will to turn this realization into action!"
-A.H.